+793.5%
SPYM vs ET
+1,447.8%
-654.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -1.4% | +5.3% | -6.7% | -2.4% |
| 3M | +3.7% | +15.6% | -11.9% | +0.6% |
| 6M | +13.0% | +20.6% | -7.6% | +8.6% |
| YTD | +12.5% | +38.5% | -26.1% | +5.0% |
| 1Y | +18.6% | +35.7% | -17.1% | +11.1% |
| 3Y | +78.0% | +98.4% | -20.3% | +54.1% |
| 5Y | +82.3% | +245.3% | -163.0% | +40.7% |
| 10Y | +322.9% | +173.7% | +149.1% | +220.2% |
| All | +793.5% | +1,447.8% | -654.3% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling